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<FONT face=Arial color=#0000ff
size=2>Dimitris,
If CCI
averages and you have renamed OHL to foreign values then why would not simply
CCI(14) return the CCI for that foreign call?
<FONT face=Arial color=#0000ff
size=2>
Also
does CCIa(foreign("^NDX","C") assume that the close value is in fact the average
or is it making a calculation on its own to create the
average?
<FONT face=Arial color=#0000ff
size=2>
While
the description at TA A_Z supports your position that an average of C+H+L is
required the AB documentation leads one to believe that a single value ( "Values
other than Close") can be used.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Tuesday, September 02, 2003 2:55
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
optimizing trades based on a foreign CCI not working as
expectedDave,CCI is an Avg function.Your
request should go
withPlot(CCI(14),"CCI",4,1);C=Foreign("^NDX","C");H=Foreign("^NDX","H");L=Foreign("^NDX","L");
Avg=(C+H+L)/3;IndexCCI=CCIa(Avg,14);Plot(IndexCCI,"IndexCCI",1,1);Buy=Cross(-100,IndexCCI);Sell=Cross(IndexCCI,100);All
buy/sell signals now will be produced by ^NDX [or any other ticker you
prefer] CCI crosses.Dimitris Tsokakis--- In
amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:> can anyone tell me why these two tests give the same results
for every index> I tried?> > both versions go long and
short based on a CCI, optimizing for best returns.> version 1 uses
the CCI of the issue under test, and version 2 uses the CCI> of
another index, I thought.> > but I get the same results no matter
what foreign index I use, including> contrarian ones like the VIX you
see below.> > what am I missing?> > thanks,>
> dave> > > ----------------> VERSION
1> ----------------> period = Optimize("period", 2, 1, 100,
1);> threshold = Optimize("threshold", 25, 0, 100, 25);> >
cc = CCI(period);> > Buy = Cross(cc, threshold);> Sell =
Cross(-threshold, cc);> Short = Sell;> Cover = Buy;>
> > ----------------> VERSION 2>
----------------> period = Optimize("period", 2, 1, 100, 1);>
threshold = Optimize("threshold", 25, 0, 100, 25);> > saveO =
O;> saveH = H;> saveL = L;> saveC = C;> saveV =
V;> O = Foreign("!VIX", "O");> H = Foreign("!VIX", "H");> L
= Foreign("!VIX", "L");> C = Foreign("!VIX", "C");> V =
Foreign("!VIX", "V");> cc = CCI(period);> O = saveO;> H =
saveH;> L = saveL;> C = saveC;> V = saveV;> >
Buy = Cross(cc, threshold);> Sell = Cross(-threshold, cc);> Short
= Sell;> Cover = Buy;> ----------------> > >
Dave MerrillSend
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